相关论文: Tighter Theory for Local SGD on Identical and Hete…

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

The aim of this paper is to provide new theoretical and computational understanding on two loss regularizations employed in deep learning, known as local entropy and heat regularization. For both regularized losses we introduce variational…

We revisit the classical Local SGD and Federated Averaging (FedAvg) methods for distributed optimization and federated learning. While prior work has primarily focused on iteration complexity, we analyze these methods through the lens of…

We consider inference problems for high-dimensional (HD) functional data with a dense number (T) of repeated measurements taken for a large number of p variables from a small number of n experimental units. The spatial and temporal…

The local density approximation (LDA) constructed through quantum Monte Carlo calculations of the homogeneous electron gas (HEG) is the most common approximation to the exchange-correlation functional in density functional theory. We…

Over-parameterized models like deep nets and random forests have become very popular in machine learning. However, the natural goals of continuity and differentiability, common in regression models, are now often ignored in modern…

We consider the decentralized stochastic optimization problems, where a network of $n$ nodes, each owning a local cost function, cooperate to find a minimizer of the globally-averaged cost. A widely studied decentralized algorithm for this…

Recent advances in the theoretical understanding of SGD led to a formula for the optimal batch size minimizing the number of effective data passes, i.e., the number of iterations times the batch size. However, this formula is of no…

Dynamic diversification---finding a set of data points with maximum diversity from a time-dependent sample pool---is an important task in recommender systems, web search, database search, and notification services, to avoid showing users…

This article is devoted to characterize all possible effective behaviors of composite materials by means of periodic homogenization. This is known as a $G$-closure problem. Under convexity and $p$-growth conditions ($p>1$), it is proved…

Standard high-dimensional factor models assume that the comovements in a large set of variables could be modeled using a small number of latent factors that affect all variables. In many relevant applications in economics and finance,…

In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametric estimators for the time-varying regression functions which…

Distributed parallel stochastic gradient descent algorithms are workhorses for large scale machine learning tasks. Among them, local stochastic gradient descent (Local SGD) has attracted significant attention due to its low communication…

The convergence of SGD based distributed training algorithms is tied to the data distribution across workers. Standard partitioning techniques try to achieve equal-sized partitions with per-class population distribution in proportion to the…

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Recently, many works focus on the implementation of collective communication operations adapted to wide area computational systems, like computational Grids or global-computing. Due to the inherently heterogeneity of such environments, most…

First-order stochastic methods for solving large-scale non-convex optimization problems are widely used in many big-data applications, e.g. training deep neural networks as well as other complex and potentially non-convex machine learning…

We study distributed stochastic gradient descent (SGD) in the master-worker architecture under Byzantine attacks. We consider the heterogeneous data model, where different workers may have different local datasets, and we do not make any…

Local counts, or the number of objects in a local area, is a continuous value by nature. Yet recent state-of-the-art methods show that formulating counting as a classification task performs better than regression. Through a series of…